Variance function estimation of a one-dimensional nonstationary process

DOI10.1016/J.JKSS.2019.01.001zbMath1428.62133OpenAlexW2911631658MaRDI QIDQ2325313

Zhengyuan Zhu, Eunice J. Kim

Publication date: 25 September 2019

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://lib.dr.iastate.edu/cgi/viewcontent.cgi?article=1155&context=stat_las_pubs

zbMATH Keywords

variance function estimationcorrelated errorsnonparametric estimationnonstationary processdifference-based

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General second-order stochastic processes (60G12)

Related Items (1)

Two-stage variational mode decomposition approach to enhance the estimates of variance function

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